09/14/2006
Futures Contract: Cinergy Hub LMP – Peak (EM), Northern Illinois Hub – Peak (UM), and AEP-Dayton Hub – Peak (VM)
Contract Months: UM Outright Margin for Tier 3; and EM, VM Outright Margin for Tier 4
NYMEX Division Outright (Scan) Margins on Cinergy Hub LMP – Peak (EM)
| Tiers |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| Tier 1: 1st Nearby | $8,000 |
$8,000 |
$8,800 |
$8,800 |
$10,800 |
$10,800 |
| Tier 2: 2nd - 6th Nearby | $4,000 |
$4,000 |
$4,400 |
$4,400 |
$5,400 |
$5,400 |
| Tier 3: 7th - 11th Nearby | $2,000 |
$2,000 |
$2,200 |
$2,200 |
$2,700 |
$2,700 |
| Tier 4: Greater than 11th Nearby | $1,500 |
$1,000 |
$1,650 |
$1,100 |
$2,025 |
$1,350 |
NYMEX Division Outright (Scan) Margins on Northern Illinois Hub – Peak (UM)
| Tiers |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| Tier 1: 1st Nearby | $8,000 |
$8,000 |
$8,800 |
$8,800 |
$10,800 |
$10,800 |
| Tier 2: 2nd - 6th Nearby | $8,000 |
$8,000 |
$8,800 |
$8,800 |
$10,800 |
$10,800 |
| Tier 3: 7th - 11th Nearby | $3,500 |
$3,000 |
$3,850 |
$3,300 |
$4,725 |
$4,050 |
| Tier 4: Greater than 11th Nearby | $3,500 |
$3,500 |
$3,850 |
$3,850 |
$4,725 |
$4,725 |
NYMEX Division Outright (Scan) Margins on AEP-Dayton Hub – Peak (VM)
| Tiers |
Clearing Member / Maintenance
Margin |
Member Customer Initial Margin |
Non-Member Customer Initial Margin |
|||
New |
Old |
New |
Old |
New |
Old |
|
| Tier 1: 1st Nearby | $7,000 |
$7,000 |
$7,700 |
$7,700 |
$9,450 |
$9,450 |
| Tier 2: 2nd - 6th Nearby | $8,000 |
$8,000 |
$8,800 |
$8,800 |
$10,800 |
$10,800 |
| Tier 3: 7th - 11th Nearby | $3,500 |
$3,500 |
$3,850 |
$3,850 |
$4,725 |
$4,725 |
| Tier 4: Greater than 11th Nearby | $2,000 |
$1,500 |
$2,200 |
$1,650 |
$2,700 |
$2,025 |
This notice supersedes all previous notices regarding margins rates for the Electricity futures contracts listed above.